+1,458.7%
DIS vs MTB
+8,294.1%
-6,835.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +1.7% | -4.3% | -3.3% |
| 30D | +3.5% | -4.2% | +7.7% | +5.2% |
| 3M | +6.8% | +8.9% | -2.0% | +3.0% |
| 6M | +3.0% | +10.9% | -7.9% | -1.6% |
| YTD | -6.7% | +21.5% | -28.2% | -14.3% |
| 1Y | -10.1% | +21.9% | -32.0% | -17.6% |
| 3Y | +33.0% | +109.2% | -76.2% | -3.5% |
| 5Y | -40.0% | +102.0% | -142.0% | -57.3% |
| 10Y | +21.1% | +171.9% | -150.9% | -28.6% |
| All | +1,458.7% | +8,294.1% | -6,835.4% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling